| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,137.0 |
2,220.0 |
83.0 |
3.9% |
2,204.0 |
| High |
2,217.0 |
2,239.0 |
22.0 |
1.0% |
2,219.0 |
| Low |
2,132.0 |
2,184.0 |
52.0 |
2.4% |
2,059.0 |
| Close |
2,211.0 |
2,225.0 |
14.0 |
0.6% |
2,100.0 |
| Range |
85.0 |
55.0 |
-30.0 |
-35.3% |
160.0 |
| ATR |
75.7 |
74.2 |
-1.5 |
-2.0% |
0.0 |
| Volume |
23,306 |
66,955 |
43,649 |
187.3% |
270,079 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.0 |
2,358.0 |
2,255.3 |
|
| R3 |
2,326.0 |
2,303.0 |
2,240.1 |
|
| R2 |
2,271.0 |
2,271.0 |
2,235.1 |
|
| R1 |
2,248.0 |
2,248.0 |
2,230.0 |
2,259.5 |
| PP |
2,216.0 |
2,216.0 |
2,216.0 |
2,221.8 |
| S1 |
2,193.0 |
2,193.0 |
2,220.0 |
2,204.5 |
| S2 |
2,161.0 |
2,161.0 |
2,214.9 |
|
| S3 |
2,106.0 |
2,138.0 |
2,209.9 |
|
| S4 |
2,051.0 |
2,083.0 |
2,194.8 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,606.0 |
2,513.0 |
2,188.0 |
|
| R3 |
2,446.0 |
2,353.0 |
2,144.0 |
|
| R2 |
2,286.0 |
2,286.0 |
2,129.3 |
|
| R1 |
2,193.0 |
2,193.0 |
2,114.7 |
2,159.5 |
| PP |
2,126.0 |
2,126.0 |
2,126.0 |
2,109.3 |
| S1 |
2,033.0 |
2,033.0 |
2,085.3 |
1,999.5 |
| S2 |
1,966.0 |
1,966.0 |
2,070.7 |
|
| S3 |
1,806.0 |
1,873.0 |
2,056.0 |
|
| S4 |
1,646.0 |
1,713.0 |
2,012.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,239.0 |
2,059.0 |
180.0 |
8.1% |
60.8 |
2.7% |
92% |
True |
False |
61,273 |
| 10 |
2,284.0 |
2,059.0 |
225.0 |
10.1% |
58.6 |
2.6% |
74% |
False |
False |
38,286 |
| 20 |
2,358.0 |
2,059.0 |
299.0 |
13.4% |
71.4 |
3.2% |
56% |
False |
False |
24,085 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
20.0% |
69.6 |
3.1% |
37% |
False |
False |
17,552 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.9% |
72.0 |
3.2% |
52% |
False |
False |
17,298 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.9% |
73.9 |
3.3% |
52% |
False |
False |
13,780 |
| 100 |
2,788.0 |
1,927.0 |
861.0 |
38.7% |
72.4 |
3.3% |
35% |
False |
False |
11,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,472.8 |
|
2.618 |
2,383.0 |
|
1.618 |
2,328.0 |
|
1.000 |
2,294.0 |
|
0.618 |
2,273.0 |
|
HIGH |
2,239.0 |
|
0.618 |
2,218.0 |
|
0.500 |
2,211.5 |
|
0.382 |
2,205.0 |
|
LOW |
2,184.0 |
|
0.618 |
2,150.0 |
|
1.000 |
2,129.0 |
|
1.618 |
2,095.0 |
|
2.618 |
2,040.0 |
|
4.250 |
1,950.3 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.5 |
2,199.7 |
| PP |
2,216.0 |
2,174.3 |
| S1 |
2,211.5 |
2,149.0 |
|